+65.2%
FICO vs OUST
-60.6%
+125.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +0.9% | +31.9% | -31.0% | -0.7% |
| 30D | +9.4% | -4.2% | +13.7% | +9.3% |
| 3M | -30.4% | -9.3% | -21.1% | -30.5% |
| 6M | -35.1% | +51.7% | -86.8% | -39.0% |
| YTD | -56.8% | +76.6% | -133.4% | -60.4% |
| 1Y | -58.4% | +48.9% | -107.3% | -61.4% |
| 3Y | -26.7% | +675.3% | -701.9% | -45.9% |
| 5Y | +88.0% | -44.0% | +132.1% | +62.1% |
| All | +65.2% | -60.6% | +125.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling